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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0742	6.25***
α ARCH Response to squared shocks	0.0546	3.83***
β GARCH Volatility persistence	0.8297	24.84***

V-Lab

Hedgeye Fourth Turning ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hedgeye Fourth Turning ETF Analyses